+186.9%
PFG vs EXEL
+320.7%
-133.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | +5.9% | +13.1% | -7.3% | +3.5% |
| 3M | -0.4% | +36.3% | -36.8% | -5.9% |
| 6M | +14.8% | +34.5% | -19.7% | +8.4% |
| YTD | +31.9% | +57.4% | -25.5% | +20.5% |
| 1Y | +38.8% | +62.9% | -24.1% | +25.8% |
| 3Y | +82.4% | +229.5% | -147.1% | +40.8% |
| 5Y | +94.7% | +281.2% | -186.5% | +43.4% |
| All | +186.9% | +320.7% | -133.8% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling